Goodness-of-fit test of copula functions for semi-parametric univariate time series models
DOI10.1007/s00362-019-01153-4zbMath1478.62274OpenAlexW2997864270WikidataQ126460613 ScholiaQ126460613MaRDI QIDQ2065302
Qian M. Zhou, Huazhen Lin, Shu-Lin Zhang
Publication date: 7 January 2022
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-019-01153-4
Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
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